Below a list of common fan theories, and where possible an explaination of where they came from. If you can think of something that is missing off this list, why not email gambitguilduk@yahoo.com and I will added it to the list, crediting you for the contribution.
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Remy's middle name is Etienne - Remy does not officially have a middle name, however many fanfiction author's write him as having Etienne as his middle name. This is though to come from the Gestalt Arc by Lori McDonald, which is a very good and well characterised piece of fiction. You can find the whole story archived here.
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How can Remy be in such good shape considering the fact he smokes? - The common theory for this is that he uses his kinetic powers to dissipate the nicotine as it enters his trachea, meaning that it doesn't have a chance to cause any damage.
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Remy was actually a Marauder - The theory is that Remy not only gathered the Marauders, but also worked with them for a time. The only way this could be possbible is if it took a fairly long time for Remy to get them into the Morlock Tunnels, or the Morlock Massacre wasn't their first mission. Since nobody knows the timescale between the Marauders being assembled and the Morlock Massacre, this theory still stands.
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Remy's Trench - The theory is that Remy took to wearing a trench to emulate his father, Jean-Luc, who adopted him off the streets.
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Remy's Bo - There are several theories as to the meaning behind Remy's Bo. One is that, like his trench, it is something that he picked up from his father.
Another is that the Bo staff is symbolic of being a Master Thief within the Guild, and as such was awarded to Remy upon attaining that rank.
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Ranks within the Thieves Guild - A common theory is that there are structured ranks within the Thieves Guild, of which the highest is Master Thief, and that when that rank is attained something is awarded. What is awarded differs between fans, although most commonly it is a Bo.
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Jean-Lus is Remy's biological father - The theory is that Jean-Lus is Remy's biological father, but due to the Antiquary being so powerful he had to hand him over to the old man, and has kept the fact that they are related by blood a secret from everybody in order to protect Remy.
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Remy's charm is empathy based. - The theory is either that the charm is based within empathy, or is a manifestation of empathy.
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Remy is an empath - This is a very common theory, probably due to the unknown but much speculated on nature of Remy's charm. The theory is that Remy is in fact an empath, able to read and influence other people's feelings, and keeps it hidden from everybody.
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Remy's flexibility is due to a secondary physical mutation - Again, this is a fairly common theory. The theory is that Remy has one or more extra vertebrae allowing him to bend far more than average.
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Remy is terrified of Med-Bay - The theory for this is that, given how much time he probably spent with Sinister, he has developed a deep phobia of Med-Bay, and sometimes doctor's in general. This is often paired with a phobia of needles.
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Remy's swap from throwing spikes to playing cards. - The theory for this is that given the fact that X-Men don't kill, and Storm is also non-lethal, he swapped to playing cards for her sake.